Sovereign debt crisis raises fears about correlation of derivative collateral denominated in domestic currencies
Changes in valuation were “relatively small”, says clearing house
More Collateral articles
It is now generally accepted that banks should use a different pricing methodology depending on whether a derivatives trade is collateralised or non-collateralised. Specifically, dealers are now usi...
Intra-day credit debate re-surfaces as Lehman Brothers Holdings (Inc) (LBHI) accuses JP Morgan of coercing it into agreements that allowed JP Morgan to get hands on collateral
Goldman Sachs fraud allegations show portfolio managers credit selection interests are often not aligned with benefiting CDO note-holders, say lawyers.
The bankruptcy of Japan Airlines Corp (JAL) has highlighted to counterparties of Asian airlines the importance of securing collateral to back up their trades as well as assessing the credit health of their...
Never has the need for efficient management around over-the-counter derivatives business been more crucial, or such a focus, as it is today. BNY Mellon discusses how, with its collateral management ...
Supervisors look to keep a firmer grip on securities lending haircuts to prevent asset bubbles from forming.
As the markets recover from the crisis, counterparties are using much lower levels of collateral, an Isda survey has found.
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